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Item No. 02 Investment Report September 2020
City of Lake Elsinore LW811-Si no 130 South Main Street Lake Elsinore, CA 92530 www.lake - elsinore.org Ne °— IKikr- ' City Council Agenda Report File Number: TMP 19 -996 Agenda Date: 11/10/2020 Version: 1 Status: Approval Final In Control: City Council / Successor Aqency Agenda Number: 2) CC Investment Report for September 2020 Receive and file. File Type: Council Consent Calendar City of Lake Elsinore Page 1 Printed on 111512020 CITY OF_., LAKE LS I I`�OI�E ` DREAM EXTREME, REPORT TO CITY COUNCIL To: Honorable Mayor and Members of the City Council From: Grant Yates, City Manager Prepared by: Nancy Lassey, Finance Administrator Approved by: Jason Simpson, Assistant City Manager Date: November 10, 2020 Subject: Investment Report for September 2020 Recommendation Receive and file the Investment Report for September 2020. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for September 2020 CITY OF 4 LADE (3:,2LSll-i0P,E rr � DREAM EXTREME- CITY ITY OF LAKE ELSINORE INVESTMENT REPORT CITY OF LAKE ELSINORE INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF SEPTEMBER 30, 2020 BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account $ 2,800,447 $ 228,365 $ (753,701) $ 2,275,111 Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 2,800,447 228,365 (753,701) 2,276,411 INVESTMENTS Local Agency Investment Fund 7,350,103 - - 7,350,103 CAMP Investments: CAMP Pool Account 204,872 - - 204,872 U.S. Treasury Bond / Note 11,964,568 - - 11,964,568 Supra - National Agency Bond / Note 399,700 - - 399,700 Municipal Bond / Note 734,846 - - 734,846 Federal Agency Collateralized Mortgage Obligation 773,014 - - 773,014 Federal Agency Bond / Note 4,115,209 - - 4,115,209 Corporate Notes 8,081,230 - - 8,081,230 Negotiable Certificate of Deposit 2,125,000 - - 2,125,000 Asset - Backed Security / Collaterized Mortgage 3,063,605 - - 3,063,605 Sub -total Investments 38,812,146 - - 38,812,146 Market Value Adjustment: Unrealized Gain /(Loss) at 06/30/2020 1,308,034 - - 1,308,034 Total Investments 40,120,180 - - 40,120,180 Total Pooled Cash and Investments $ 42,920,627 $ 228,365 $ (753,701) $ 42,396,592 TOTAL POOLED CASH AND INVESTMENTS $ 42,396,592 I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 23, 2020. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures Jason P. Simpson October 23, 2020 Assistant City Manager ate CITY OF LAKE ELSINORE POOLED CASH AND INVESTMENTS BY FUND AS OF SEPTEMBER 30, 2020 FUND NO FUND NAME 100 General 106 Affordable Housing In Lieu 107 Developer Agreement Revenue 110 State Gas Tax 112 Measure A 114 SB1186 CASP Education Program 115 Traffic Safety 119 Animal Shelter DIF 121 T.R.I.P. -2014A 135 Lighting & Landscape Maintenance - Dist. No. 1 140 Geothermal 160 PEG Grant 180 Launch Pointe 202 La Strada RBBD 203 E.L.S.P. - S.T.I.F. 205 Traffic Impact Fee 211 Storm Drain C.I.P. 221 Quimby Park C.I.P. 231 Library C.I.P. 232 City Fire Protection 300 Insurance Service 305 Information Systems Service 320 Facilities Service 332 CFD 2006 -1 Improvement Area B, Summerly 334 CFD 2015 -5 Trieste - Far West Industries 338 CFD 2006 -1 IA -JJ Summerly Improvement Area 346 CFD 2014 -1 Southshore 370 CFD 2006 -1 IA -HH Summerly Improvement 376 CFD 2006 -3 La Strada 377 CFD 2006 -6 Tessara 378 CFD 2006 -8 Running Deer Estates 384 CFD 2003 -2 Area B Canyon Hills Improvement Area 388 CFD 2007 -6 Holiday Inn Express 394 CFD 2005 -5 (2012A) Wasson Canyon 395 CFD 2018 -1 Wasson Canyon II Improvement Area 396 CFD 2018 -2 Nichols Ranch Improvement Area 500 Capital Improvement Plan 510 Successor To RDA Area I, 11, & I II 540 Successor To RDA Diamond Stadium 603 Endowment Trust - Carl Graves 604 Endowment Trust - Korn Memorial AMOUNT 6,619,196 1,275,010 79,726 292,941 1,428,514 28,549 10,440 7,838 148 1,212,898 11,848 37,589 171,734 24,164 3,045,807 1,101,531 717,600 532,985 1,279,077 211,434 724,173 327,782 578,268 21,766 1,318 3,523 68,869 12,051 22,604 28,356 9,121 534,041 7,213 50,233 3,078 1,226 7,168,637 7,644,697 239,122 57,355 34,045 CITY OF LAKE ELSINORE POOLED CASH AND INVESTMENTS BY FUND AS OF SEPTEMBER 30, 2020 605 Public Improvement Trust 606 Mobile Source Air Polution Reduction 608 Trust Deposit & Pre Paid Expense 617 Successor Agency Housing 620 Cost Recovery System 631 Lake Destratification Equipment Replacement Total Pooled Cash & Investments AMOUNT 1,408,037 412,171 520,571 2,616,899 1,395,539 416,870 $ 42,396,592 CITY OF LAKE ELSINORE SUMMARY OF POLICY LIMITATIONS FOR THE MONTH ENDING SEPTEMBER 30, 2020 MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE U.S. Treasury Bond / Note Unlimited 30.83% $ 11,964,568 Supra - National Agency Bond / Note 30% 1.03% $ 399,700 Municipal Bond / Note Unlimited 1.89% $ 734,846 Federal Agency Collaterized Mortgage Obligation 40.00% 1.99% $ 773,014 Federal Agency Bond / Note Unlimited 10.60% $ 4,115,209 Negotiable Certificates of Deposit 30.00% 5.48% $ 2,125,000 Corporate Note 30.00% 20.82% $ 8,081,230 Asset - Backed Security/ Collaterized Mortgage 20% 8% $ 3,063,605 LAIF (Local Agency Investment Fund) $75 Million 18.94% (2) $ 7,350,103 CAMP - Pooled Sweep Account Unlimited 0.53% $ 204,872 TOTAL 100.00% $ 38,812,146 Note: (1) No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. (2) Investment in LAIF may not exceed $75 million in each agency. CITY OF 4 LADE (3:,2LS11-iOP,E ,�V DREAM EXTREME- Local Agency Investment Fund CITY OF LAKE ELSINORE LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING SEPTEMBER 30, 2020 Yield Purchase Date 0.685% Daily Investment Beginning Balance Net Increase /(Decrease) Total Investments Held with Local Agency Investment Fund: $ 11,350,103 $ (4,000,000) Maturity Rate 24 -Hour Ending Balance $ 7,350,103 Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $75 million cap per agency. % %V FS r,yjF2f Cj IN VEq,� q T, PMIA /LAIF Performance Report o d s� o as of 10/14/20 as9� FlY- 11f1U165Y� i �od �'11�ll101S'� PMIA Average Monthly Quarterly Performance Effective Yields(') Quarter Ended 09/30/20 Sep 0.685 LAIF Apportionment Rate ( 2): 0.84 Aug 0.784 LAIF Earnings Ratio ( 2): 0.00002309407394024 Jul 0.920 LAIF Fair Value Factor(l): 1.004114534 PMIA Daily((): 0.65% PMIA Quarter to Date(1): 0.80% PMIA Average Life(1): 169 Pooled Money Investment Account Monthly Portfolio Composition c1) 09/30/20 $109.2 billion i ime Certificates of Deposit /Bank Notes 13.10% Agencies 18.42% Commercial Paper Loans 6.88% 0.64% Treasuries 56.44% Chart does not include 0.01% of mortgages. Percentages may not total 100% due to rounding. Daily rates are now available here. View PMIA Daily Rates Notes: The apportionment rate includes interest earned on the CaIPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) and interest earned on the Wildfire Fund loan pursuant to Public Utility Code 3288 (a). Source: Ill State of California, Office of the Treasurer Izl State of Calfiornia, Office of the Controller CITY OF 4 LADE (3:,2LS1HOP,E ,�V DREAM EXTREME- CAMP Investment Portfolio � r CALIJ — Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value 422,361.03 Purchases 2,501,652.27 Redemptions (2,719,141.72) Unsettled Trades 0.00 Change in Value 0.00 Closing Market Value $204,871.58 Cash Dividends and Income 101.09 Opening Market Value 31,762,806.02 Purchases 2,459,041.83 Redemptions (2,156,428.29) Unsettled Trades 0.00 Change in Value (46,357.46) Closing Market Value $32,019,062.10 Cash Dividends and Income 125,100.98 PFM Asset Management LLC CAMP Pool CAMP Managed Account Total CAMP Managed Account 99.36% For the Month Ending September 30, 2020 September 30, 2020 204,871.58 32,019,062.10 August 31, 2020 422,361.03 31,762,806.02 $32,223,933.68 $32,185,167.05 CAMP Pool 0.64% Page 1 C,W � r J — Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Closing Market Value Dividend $422,361.03 2,501,652.27 (2,719,141.72) $204,871.58 101.09 Interest /Dividends /Coupons Received Less Purchased Interest Related to Interest /Coupons Plus Net Realized Gains /Losses Total Cash Basis Earninas Ending Amortized Value of Securities Ending Accrued Interest Plus Proceeds from Sales Plus Proceeds of Maturities /Calls /Principal Payments Plus Coupons /Dividends Received Less Cost of New Purchases Less Beginning Amortized Value of Securities Less Beginning Accrued Interest Dividends Total Accrual Basis Earnings For the Month Ending September 30, 2020 Opening Market Value $31,762,806.02 Opening Market Value $32,185,167.05 Maturities /Calls (472,592.35) Principal Dispositions (1,683,835.94) Principal Acquisitions 2,459,041.83 Unsettled Trades 0.00 Change in Current Value (46,357.46) Closing Market Value $32,019,062.10 Closing Market Value $32,223,933.68 33,970.56 Closing Cash Balance $0.00 (3,477.81) 94,608.23 $125,100.98 31,228,381.48 31,433,253.06 Maturities /Calls 325,000.00 147,780.33 147,780.33 Sale Proceeds 1,998,965.19 1,691,052.44 4,410,194.16 Coupon /Interest /Dividend Income 23,110.31 472,592.35 472,592.35 Principal Payments 147,592.35 23,110.31 23,110.31 Security Purchases (2,712,258.39) (2,459,962.14) (4,961,614.41) Net Cash Contribution 217,590.54 (30,847,080.64) (31,269,441.67) Reconciling Transactions 0.00 (127, 276.96) (127, 276.96) 0.00 101.09 $128,597.17 $128,698.26 PFM Asset Management LLC Page 2 � r J — Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Description Par Value Market Value Percent U.S. Treasury Bond / Note 11,750,000.00 12,390,457.31 38.45 Supra - National Agency Bond / Note 400,000.00 404,185.60 1.25 Municipal Bond / Note 730,000.00 746,585.85 2.32 Federal Agency Collateralized Mortgage 756,271.09 793,513.60 2.46 Obligation Federal Agency Bond / Note 4,125,000.00 4,126,938.70 12.81 Corporate Note 7,930,000.00 8,279,212.18 25.69 Certificate of Deposit 2,125,000.00 2,153,439.78 6.68 Asset - Backed Security 3,064,023.11 3,124,729.08 9.70 Managed Account Sub -Total 30,880,294.20 32,019,062.10 99.36% Accrued Interest 147,780.33 Total Portfolio 30,880,294.20 32,166,842.43 CAMP Pool 204,871.58 204,871.58 0.64 Total Investments 31,085,165.78 32,371,714.01 100.00% Unsettled Trades 0.00 0.00 31.66% 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years US TSY Bond / 38. Supra - Natior Agency Bond / 1. Muni Bond / 2. Mny Mkt I 0. Fed Agy Bc Note 12.81% For the Month Ending September 30, 2020 ABS 9.70% Cert of Deposit 6.68% Yield to Maturity at Cost Corporate Note 25.69% Fed Agency CMO 4Ao/ 1.70% Yield to Maturity at Market 0.64% Weighted Average Days to Maturity 1117 PFM Asset Management LLO Page 3 � r J - Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS PFM Asset Management LLC For the Month Ending September 30, 2020 NR Market Value 0.74% Issuer of Holdings Percent ABBOTT LABORATORIES 256,828.05 0.80 AMAZON.COM INC 479,788.00 1.49 AMERICAN EXPRESS CO 201,953.00 0.63 AMERICAN HONDA FINANCE 422,488.40 1.31 APPLE INC 561,907.50 1.74 BANK OF AMERICA CO 255,332.25 0.79 BMW FINANCIAL SERVICES NA LLC 303,177.78 0.94 BRISTOL -MYERS SQUIBB CO 143,387.75 0.44 CAMP Pool 204,871.58 0.64 CAPITAL ONE FINANCIAL CORP 821,962.32 2.55 CARMAX AUTO OWNER TRUST 649,731.33 2.02 CATERPILLAR INC 226,254.38 0.70 CHAFFEY CA JT UNION HS DIST 105,231.00 0.33 CHARLES SCHWAB 238,763.29 0.74 CITIGROUP INC 247,812.98 0.77 CREDIT SUISSE GROUP RK 250,213.25 0.78 DEERE & COMPANY 334,292.08 1.04 FANNIE MAE 824,374.18 2.56 FEDERAL HOME LOAN BANKS 501,573.15 1.56 FLORIDA ST HURRICAN CAT FUND 314,702.70 0.98 FREDDIE MAC 3,594,504.97 11.14 GM FINANCIAL AUTO LEASING TRUST 276,499.99 0.86 GM FINANCIAL SECURITIZED TERM 457,324.96 1.42 GOLDMAN SACHS GROUP INC 438,839.20 1.36 HERSHEY COMPANY 178,072.83 0.55 HONDA AUTO RECEIVABLES 338,129.72 1.05 IBM CORP 302,457.60 0.94 INTERNATIONAL FINANCE CORPORATION 404,185.60 1.25 JP MORGAN CHASE & CO 701,356.05 2.18 MINNESOTA ST 100,448.00 0.31 MORGAN STANLEY 440,082.40 1.37 NATIONAL RURAL UTILITIES CO FINANCE CORP 404,803.20 1.26 PFM Asset Management LLC For the Month Ending September 30, 2020 NR 7.34% 0.74% A+ BBB+ 4.60% 3.65% A- AAArn 9.36% 0.64% A -1 AAA 2.49% 10.52% A -1+ AA- 2.14% 1.82% LAA AA+ 1.24% 55.46% Page 4 � r J — Managed Account Issuer Summary For the Month Ending September 30, 2020 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total $32,223,933.68 100.000/0 PFM Asset Management LLC Page 5 Market Value Issuer of Holdings Percent PACCAR FINANCIAL CORP 142,421.02 0.44 PEPSICO INC 282,375.80 0.88 PNC FINANCIAL SERVICES GROUP 435,356.00 1.35 ROYAL BANK OF CANADA 689,363.33 2.14 SKANDINAVISKA ENSKILDA BANKEN AB 411,894.40 1.28 STATE OF CONNECTICUT 140,852.25 0.44 STATE STREET CORPORATION 126,233.75 0.39 SWEDBANK AB 801,968.80 2.49 THE BANK OF NEW YORK MELLON CORPORATION 413,737.80 1.28 THE WALT DISNEY CORPORATION 416,327.20 1.29 TOYOTA MOTOR CORP 250,790.75 0.78 TRUIST FIN CORP 327,363.40 1.02 UNITED STATES TREASURY 12,390,457.31 38.44 UNIVERSITY OF CALIFORNIA 85,351.90 0.26 VOLKSWAGEN OF AMERICA 277,902.98 0.86 WELLS FARGO & COMPANY 50,187.50 0.16 Total $32,223,933.68 100.000/0 PFM Asset Management LLC Page 5 � r CALIJ — Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 US TREASURY N/B NOTES DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B NOTES DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B NOTES DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B NOTES DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B DTD 12/31/2019 1.750% 12/31/2024 US TREASURY N/B DTD 12/31/2019 1.750% 12/31/2024 Security Type Sub -Total For the Month Ending September 30, 2020 Accrued Amortized Market Interest Cost Value 912828A83 10,000.00 AA+ Aaa 03/30/16 03/31/16 10,502.34 2.51 60.02 10,026.33 10,056.25 912828N48 15,000.00 AA+ Aaa 05/27/16 05/31/16 15,268.94 2.24 66.34 15,014.61 15,060.94 912828869 2,875,000.00 AA+ Aaa 06/03/19 06/07/19 2,852,426.76 1.83 15,700.56 2,859,909.77 2,987,754.05 912828T91 1,000.000.00 AA+ Aaa 10/02/19 10/04/19 1,005.742.19 1.48 6,800.27 1,004,341.37 1,044.843.80 912828T91 1,650,000.00 AA+ Aaa 07/01/19 07/03/19 1,639,107.42 1.78 11,220.45 1,642,249.11 1,723,992.27 912828XX3 175,000.00 AA+ Aaa 11/01/19 11/06/19 178,541.01 1.55 884.51 177,852.83 186,757.81 912828XX3 325,000.00 AA+ Aaa 02/03/20 02/07/20 333.823.24 1.36 1,642.66 332,520.37 346,835.94 912828XX3 500,000.00 AA+ Aaa 03/02/20 03/06/20 524,355.47 0.85 2,527.17 521,127.64 533,593.75 912828XX3 2,700,000.00 AA+ Aaa 01/02/20 01/07/20 2,739,761.72 1.66 13,646.74 2,733,248.19 2,881,406.25 912828YYO 500,000.00 AA+ Aaa 08/05/20 08/07/20 534,414.06 0.18 2,211.28 533,236.23 532,031.25 912828YYO 2,000.000.00 AA+ Aaa 07/01/20 07/06/20 2,130,625.00 0.28 8,845.11 2,123,691.28 2,128.125.00 INTERNATIONAL FINANCE CORPORATION 45950VLO7 NOTE DTD 03/16/2018 2.635% 03/09/2021 11,750,000.00 11,964,568.15 1.36 63,605.11 11,953,217.73 12,390,457.31 50,000.00 AAA Aaa 03/09/18 03/16/18 49,962.50 2.97 80.51 49,994.52 50,523.20 PFM Asset Management LLC Page 6 � r CALIJ - M =mmmnrl erd-niinIF notnil of Cne iiriiFinc 14niel For the Month Endin4 September 30, 2020 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date /Coupon /Maturity Supra-National Agency Bond / Note CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value INTERNATIONAL FINANCE CORPORATION 45950VLO7 50,000.00 AAA Aaa 03/09/18 03/16/18 49,962.50 2.97 80.51 49,994.52 50,523.20 NOTE DTD 03/16/2018 2.635% 03/09/2021 INTERNATIONAL FINANCE CORPORATION 45950VLO7 300.000.00 AAA Aaa 03/09/18 03/16/18 299.775.00 2.66 483.08 299.967.15 303.139.20 NOTE DTD 03/16/2018 2.635% 03/09/2021 Security Type Sub -Total Municipal Bond / Note 400,000.00 399,700.00 2.74 644.10 399,956.19 404,185.60 CT ST TXBL GO BONDS 20772KJWO 60,000.00 A Al 05/29/20 06/11/20 60,000.00 2.00 366.30 60,000.00 62,244.00 DTD 06/11/2020 1.998% 07/01/2024 CHAFFEY UHSD, CA TXBL GO BONDS 157411TK5 100,000.00 AA- Aal 11/06/19 12/05/19 100,000.00 2.10 350.17 100,000.00 105,231.00 DTD 12/05/2019 2.101% 08/01/2024 UNIV OF CAL TXBL REV BONDS 91412HGE7 85,000.00 AA Aa2 07/10/20 07/16/20 85,000.00 0.88 156.36 85,000.00 85,351.90 DTD 07/16/2020 0.883% 05/15/2025 CT ST T/E GO BONDS 20772KKK4 75,000.00 A Al 06/12/20 06/25/20 78,822.75 0.94 400.00 78,614.85 78,608.25 DTD 06/25/2020 2.000% 06/01/2025 FL ST BOARD OF ADMIN TXBL REV BONDS 341271AD6 65,000.00 AA Aa3 09/03/20 09/16/20 65,459.55 1.11 34.07 65,455.61 65,986.05 DTD 09/16/2020 1.258% 07/01/2025 FL ST BOARD OF ADMIN TXBL REV BONDS 341271AD6 85.000.00 AA Aa3 09/03/20 09/16/20 85.563.55 1.12 44.55 85.558.72 86.289.45 DTD 09/16/2020 1.258% 07/01/2025 FL ST BOARD OF ADMIN TXBL REV BONDS 341271AD6 160,000.00 AA Aa3 09/03/20 09/16/20 160,000.00 1.26 83.87 160,000.00 162,427.20 DTD 09/16/2020 1.258% 07/01/2025 MN ST TXBL GO BONDS 60412AVJ9 100,000.00 AAA Aal 08/11/20 08/25/20 100,000.00 0.63 63.00 100,000.00 100,448.00 DTD 08/25/2020 0.630% 08/01/2025 Security Type Sub -Total 730,000.00 734,845.85 1.25 1,498.32 734,629.18 746,585.85 PFM Asset Management LLC Page 7 � r CALIJ - Mnnnnnrl Aed -niinIF Ilntnil of Cne iiriiFinc 14nlrl 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost FNA 2018 -M5 A2 DTD 04/01/2018 3.560% 09/01/2021 FNA 2018 -M5 A2 DTD 04/01/2018 3.560% 09/01/2021 FNA 2018 -M5 A2 DTD 04/01/2018 3.560% 09/01/2021 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 FHMS KJ27 Al DTD 11/01/2019 2.092% 07/01/2024 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 Security Type Sub -Total FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 For the Month Ending September 30, 2020 Accrued Amortized Market Interest Cost Value 3136B1XP4 17,267.19 AA+ Aaa 04/11/18 04/30/18 17,610.65 3.11 51.23 17,358.43 17,385.59 3136B1XP4 17,267.19 AA+ Aaa 04/11/18 04/30/18 17,610.65 3.11 51.23 17,358.43 17,385.59 3136B1XP4 86,335.94 AA+ Aaa 04/11/18 04/30/18 88,053.24 2.93 256.13 86,792.13 86,927.95 3137BM6P6 35,000.00 AA+ Aaa 04/04/18 04/09/18 35,298.05 3.09 90.12 35,126.60 36,063.33 3137BM6P6 35,000.00 AA+ Aaa 04/04/18 04/09/18 35,298.05 3.08 90.12 35,126.60 36,063.33 3137BM6P6 160,000.00 AA+ Aaa 04/04/18 04/09/18 161,362.50 2.88 412.00 160,578.74 164,860.92 3137FKK39 55,177.71 AA+ Aaa 12/07/18 12/17/18 55,177.54 3.20 147.28 55,177.61 57,150.86 3137FO3V3 100,223.07 AA+ Aaa 11/20/19 11/26/19 100,220.66 2.09 174.72 100,221.10 103,446.35 3137BGK24 250,000.00 AA+ Aaa 03/19/20 03/25/20 262,382.81 1.95 637.92 261,008.55 274,229.68 756,271.09 773,014.15 2.52 1,910.75 768,748.19 793,513.60 3137EAEV7 900,000.00 AA+ Aaa 08/19/20 08/21/20 899,082.00 0.28 250.00 899,116.28 900,602.10 3137EAEW5 375,000.00 AA+ Aaa 09/02/20 09/04/20 375.068.48 0.24 70.31 375,066.80 375,144.75 3137EAEW5 525,000.00 AA+ Aaa 09/02/20 09/04/20 524,826.75 0.26 98.44 524,831.01 525,202.65 3130AJHU6 350,000.00 AA+ Aaa 04/15/20 04/16/20 348,264.00 0.60 802.08 348,423.89 351,597.75 PFM Asset Management LLC Page 8 � r CALIJ - Managed Account Detail of Securities Held 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost U-ite FANNIE MAE NOTES 3135G03U5 350,000.00 AA+ Aaa 04/22/20 04/24/20 349.279.00 0.67 DTD 04/24/2020 0.625% 04/22/2025 DTD 10/26/2017 2.150% 02/01/2021 BRANCH BANKING & TRUST(CALLABLE) 05531FAZ6 NOTES DTD 10/26/2017 2.150% 02/01/2021 FREDDIE MAC NOTES 3137EAEU9 425,000.00 AA+ Aaa 07/21/20 07/23/20 422,883.50 0.48 DTD 07/23/2020 0.375% 07/21/2025 NATIONAL RURAL UTIL COOP NOTE 63743HER9 DTD 02/26/2018 2.900% 03/15/2021 FANNIE MAE NOTES 3135G05X7 350,000.00 AA+ Aaa 08/25/20 08/27/20 348,362.00 0.47 DTD 08/27/2020 0.375% 08/25/2025 FEDERAL HOME LOAN BANK NOTES 3130AK5E2 150,000.00 AA+ Aaa 09/10/20 09/11/20 149,550.00 0.44 DTD 09/11/2020 0.375% 09/04/2025 FREDDIE MAC NOTES 3137EAEX3 700,000.00 AA+ Aaa 09/23/20 09/25/20 697,893.00 0.44 DTD 09/25/2020 0.375% 09/23/2025 Security Type Sub -Total Corporate 4,126,938.70 WELLS FARGO & COMPANY NOTES 94974BGR5 DTD 12/07/2015 2.550% 12/07/2020 25,125.20 BRANCH BANKING & TRUST(CALLABLE) 05531FAZ6 NOTES DTD 10/26/2017 2.150% 02/01/2021 BRANCH BANKING & TRUST(CALLABLE) 05531FAZ6 NOTES DTD 10/26/2017 2.150% 02/01/2021 BRANCH BANKING & TRUST(CALLABLE) 05531FAZ6 NOTES DTD 10/26/2017 2.150% 02/01/2021 IBM CORP CORP NOTES 44932HAG8 DTD 02/06/2018 2.650% 02/05/2021 NATIONAL RURAL UTIL COOP NOTE 63743HER9 DTD 02/26/2018 2.900% 03/15/2021 PFM Asset Management LLC 4,125,000.00 4,115,208.73 0.40 50,000.00 BBB+ A2 05/06/16 05/10/16 51,108.00 2.96 25,000.00 A- A3 10/23/17 10/26/17 24,988.50 3.00 25,000.00 A- A3 10/23/17 10/26/17 24,988.50 3.00 75,000.00 A- A3 10/23/17 10/26/17 74,965.50 2.17 300,000.00 A A2 02/01/18 02/06/18 299.853.00 2.67 25,000.00 A A2 02/21/18 02/26/18 24,894.25 3.17 For the Month Ending September 30, 2020 Accrued Amortized Market Interest Cost Value 953.99 349,342.25 353,579.80 301.04 422,964.73 423,922.20 123.96 348,393.43 349,095.25 31.25 149, 5 54.95 149, 975.40 43.75 697,899.93 697,818.80 2,674.82 403.75 89.58 89.58 268.75 4,115,593.27 4,126,938.70 50,045.07 50,187.50 24,998.82 25,125.20 24,998.82 25,125.20 74,996.45 75,375.60 1,236.67 299,982.95 302,457.60 32.22 24,984.32 25,300.20 Page 9 CALIJ� r _ M�n�norl Ar�n��nt Ilotnil of Coe���ritioc 1 -lolrl 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 For the Month Ending September 30, 2020 Accrued Amortized Market Interest Cost Value 63743HER9 25,000.00 A A2 02/21/18 02/26/18 24,972.25 3.17 32.22 24,995.89 25,300.20 63743HER9 25,000.00 A A2 04/12/18 04/19/18 24,894.25 3.18 32.22 24,983.55 25,300.20 63743HER9 25,000.00 A A2 04/12/18 04/19/18 24,972.25 3.18 32.22 24,995.68 25,300.20 63743HER9 125,000.00 A A2 02/21/18 02/26/18 124,861.25 2.94 161.11 124,979.43 126,501.00 63743HER9 175,000.00 A A2 04/12/18 04/19/18 174,259.75 3.05 225.56 174,884.88 177,101.40 89236TEU5 50,000.00 A+ Al 04/10/18 04/13/18 49,980.00 3.05 688.33 49,996.46 50,646.15 713448DX3 40,000.00 A+ Al 10/05/17 10/10/17 39,992.00 2.78 368.89 39,998.78 40,339.40 713448DX3 40,000.00 A+ Al 10/05/17 10110117 39,992.00 2.78 368.89 39,998.78 40,339.40 06406FAA1 50,000.00 A Al 05/16/16 05/19/16 51,149.00 2.90 576.39 50,107.66 50,497.45 06406FAAl 50,000.00 A Al 05/16/16 05/19/16 51,149.00 2.90 576.39 50,107.66 50,497.45 06406FAAl 100,000.00 A Al 05/16/16 05/19/16 102,326.00 2.00 1,152.78 100,232.76 100,994.90 713448DX3 200,000.00 A+ Al 10/05/17 10110117 199,960.00 2.01 1,844.44 199,993.89 201,697.00 0258MOEB1 200,000.00 A- A2 05/25/16 05/31/16 199,536.00 2.30 1,825.00 199,944.32 201,953.00 PFM Asset Management LLC Page 10 CALIJ� r _ M�n�norl Ar�n��nt Ilotnil of Coe���ritioc 1 -lolrl 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 For the Month Ending September 30, 2020 Accrued Amortized Market Interest Cost Value 69371RP26 20,000.00 A+ Al 05/07/18 05/10/18 19,994.80 3.07 242.83 19,998.95 20,345.86 69371RP26 20,000.00 A+ Al 05/07/18 05/10/18 19,994.80 3.07 242.83 19,998.95 20,345.86 05531FAV5 25,000.00 A- A3 05/10/16 05/16/16 24,983.50 2.78 200.73 24,998.00 25,217.18 05531FAV5 25,000.00 A- A3 05/10/16 05/16/16 24,983.50 2.78 200.73 24,998.00 25,217.17 69371RP26 100,000.00 A+ Al 05/07/18 05/10/18 99,974.00 3.11 1,214.16 99,994.76 101,729.30 05531FAV5 150,000.00 A- A3 05/10/16 05/16/16 149,901.00 2.06 1,204.37 149,987.98 151,303.05 427866BA5 25,000.00 A Al 05/03/18 05/10/18 24,982.75 3.09 292.78 24,996.46 25,438.98 427866BA5 25,000.00 A Al 05/03/18 05/10/18 24,982.75 3.09 292.78 24,996.46 25,438.98 427866BA5 125,000.00 A Al 05/03/18 05/10/18 124,913.75 3.12 1,463.89 124,982.30 127,194.87 857477AV5 25,000.00 A Al 05/19/16 05/24/16 24,905.50 2.64 178.75 24,988.06 25,246.75 857477AV5 25,000.00 A Al 05/19/16 05/24/16 24,905.50 2.64 178.75 24,988.06 25,246.75 857477AV5 75,000.00 A Al 05/19/16 05/24/16 74,716.50 2.03 536.25 74,964.19 75,740.25 808513AW5 35,000.00 A A2 05/17/18 05/22/18 34,998.95 3.18 410.76 34,999.78 35,560.49 PFM Asset Management LLC Page 11 � r CALIJ — M =nnnnrl Aed -niinIF Ilntnil of Cne- iiriiFinc 14nlrl 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost CHARLES SCHWAB CORP NOTES 808513AW5 DTD 05/22/2018 3.250% 05/21/2021 05/17/18 JOHN DEERE CAPITAL CORP NOTES 24422ETL3 DTD 01/06/2017 2.650% 01/06/2022 2,347.23 JOHN DEERE CAPITAL CORP NOTES 24422ETL3 DTD 01/06/2017 2.650% 01/06/2022 A JPMORGAN CHASE & CO BONDS 46647PBB1 DTD 03/22/2019 3.207% 04/01/2023 49,779.50 CATERPILLAR FINL SERVICE CORPORATE 14913R2D8 NOTES 51,429.55 DTD 07/08/2020 0.650% 07/07/2023 A TOYOTA MOTOR CREDIT CORP CORPORATE 89236THF5 NOTES 273,787.25 DTD 08/14/2020 0.500% 08/14/2023 1,720.66 PNC BANK NA CORP NOTES 693475AV7 DTD 01/23/2019 3.500% 01/23/2024 A- MORGAN STANLEY CORP NOTES 61746BDO6 DTD 04/28/2014 3.875% 04/29/2024 675,000.00 AMERICAN HONDA FINANCE CORP NOTE 02665WCZ2 DTD 06/27/2019 2.400% 06/27/2024 701,356.05 GOLDMAN SACHS GROUP INC BONDS 38141EC23 DTD 07/08/2014 3.850% 07/08/2024 07/06/20 WALT DISNEY COMPANY /THE 254687FK7 DTD 09/06/2019 1.750% 08/30/2024 337.19 BANK OF NY MELLON CORP 06406RAL1 DTD 10/24/2019 2.100% 10/24/2024 A+ CITIGROUP INC CORP NOTES 172967JP7 DTD 04/27/2015 3.300% 04/27/2025 199,846.00 For the Month Ending September 30, 2020 Accrued Amortized Market Interest Cost Value 200,000.00 A A2 05/17/18 05/22/18 199,994.00 3.25 2,347.23 199,998.73 203,202.80 50,000.00 A A2 03/10/17 03/15/17 49,779.50 3.04 312.85 49,942.05 51,429.55 275,000.00 A A2 03/10/17 03/15/17 273,787.25 2.75 1,720.66 274,681.29 282,862.53 675,000.00 A- A2 03/15/19 03/22/19 675,000.00 3.21 10,823.63 675,000.00 701,356.05 225,000.00 A A3 07/06/20 07/08/20 224,874.00 0.67 337.19 224,883.79 226,254.38 200,000.00 A+ Al 08/11/20 08/14/20 199,846.00 0.53 130.56 199,852.75 200,144.60 400,000.00 A- A3 02/12/19 02/15/19 402,848.00 3.34 2,644.44 401,909.72 435,356.00 400,000.00 BBB+ A3 07/19/19 07/23/19 422,916.00 2.59 6,544.44 417,180.42 440,082.40 400,000.00 A- A3 07/11/19 07/15/19 398.016.00 2.51 2,506.67 398,502.95 422,488.40 400,000.00 BBB+ A3 07/08/19 07/11/19 418,632.00 2.84 3,550.56 414,055.72 438,839.20 400,000.00 A- A2 09/03/19 09/06/19 398,368.00 1.84 602.78 398,718.61 416,327.20 200,000.00 A Al 01/21/20 01/28/20 200,880.00 2.00 1,831.67 200,754.43 211,748.00 225,000.00 BBB+ A3 08/28/20 09/01/20 249,738.75 0.88 3,176.25 249,301.93 247,812.98 PFM Asset Management LLC Page 12 � r CALIJ _ Mnnnnorl Areniinf Ilotnil of Coe -iiritioc 14xalel For the Month Endin4 September 30, 2020 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date /Coupon /Maturity Corporate CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value APPLE INC (CALLABLE) CORP NOTES 037833DT4 550,000.00 AA+ Aal 05/11/20 05/13/20 551,105.50 1.08 2,406.25 551,018.61 561,907.50 DTD 05/11/2020 1.125% 05/11/2025 AMAZON.COM INC CORPORATE NOTES 023135808 475,000.00 AA- A2 06/03/20 06/05/20 474.767.25 0.81 1,245.56 474,782.31 479,788.00 DTD 06/03/2020 0.800% 06/03/2025 BANK OF AMERICA CORP NOTES 06051GFS3 225,000.00 A- A2 08/18/20 08/20/20 256,918.50 0.93 1,453.13 256,176.62 255,332.25 DTD 07/30/2015 3.875% 08/01/2025 BRISTOL -MYERS SQUIBB CO CORPORATE 110122DC9 125,000.00 A+ A2 09/29/20 09/30/20 142,835.00 0.88 618.92 142,824.43 143,387.75 NOTES DTD 07/15/2020 3.875% 08/15/2025 ABBOTT LABORATORIES CORPORATE 002824BM1 225,000.00 A- A3 09/24/20 09/28/20 257,845.50 0.86 387.50 257,788.24 256,828.05 NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 Security Type Sub -Total 7,930,000.00 8,081,230.05 2.18 59,304.89 8,067,490.72 8,279,212.18 Certificate of .. SWEDBANK (NEW YORK) CERT DEPOS 87019U6D6 100,000.00 A -1 P -1 11/16/17 11/17/17 100,000.00 3.01 857.56 100,000.00 100,246.10 DTD 11/17/2017 2.270% 11/16/2020 SWEDBANK (NEW YORK) CERT DEPOS 87019U6D6 100,000.00 A -1 P -1 11/16/17 11/17/17 100,000.00 3.01 857.56 100,000.00 100,246.10 DTD 11/17/2017 2.270% 11/16/2020 SWEDBANK (NEW YORK) CERT DEPOS 87019U6D6 600,000.00 A -1 P -1 11/16/17 11/17/17 600,000.00 2.27 5,145.34 600,000.00 601,476.60 DTD 11/17/2017 2.270% 11/16/2020 ROYAL BANK OF CANADA NY CD 78012UEE1 50,000.00 A -1+ P -1 06/07/18 06/08/18 50,000.00 2.98 513.00 50,000.00 51,063.95 DTD 06/08/2018 3.240% 06/07/2021 ROYAL BANK OF CANADA NY CD 78012UEE1 100,000.00 A -1+ P -1 06/07/18 06/08/18 100,000.00 2.98 1,026.00 100,000.00 102,127.90 DTD 06/08/2018 3.240% 06/07/2021 ROYAL BANK OF CANADA NY CD 78012UEE1 525.000.00 A -1+ P -1 06/07/18 06/08/18 525.000.00 3.24 5,386.50 525,000.00 536,171.48 DTD 06/08/2018 3.240% 06/07/2021 CREDIT SUISSE NEW YORK CERT DEPOS 22549L6F7 250,000.00 A+ Al 08/05/20 08/07/20 250,000.00 0.52 198.61 250,000.00 250,213.25 DTD 08/07/2020 0.520% 02/01/2022 PFM Asset Management LLC Page 13 � r CALIJ _ Mnnnnorl Aro-niinf Ilotnil of Coe -iiritioc 14xalel For the Month Endin4 September 30, 2020 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Deposit Certificate of SKANDINAV ENSKILDA BANK LT CD 83050PDR7 400,000.00 A+ Aa2 08/29/19 09/03/19 400,000.00 1.85 744.00 400,000.00 411,894.40 DTD 09/03/2019 1.860% 08/26/2022 Security Type Sub -Total Asset-Backed Security 2,125,000.00 2,125,000.00 2.35 14,728.57 2,125,000.00 2,153,439.78 BMWLT 2018 -1 A4 05586CAD6 300,000.00 AAA Aaa 10/10/18 10/17/18 299,997.33 3.36 308.00 299,998.86 303,177.78 DTD 10/17/2018 3.360% 03/20/2022 GMALT 2018 -3 A4 36256GAE9 275,000.00 AAA Aaa 09/18/18 09/26/18 274,964.97 3.30 277.29 274,983.48 276,499.99 DTD 09/26/2018 3.300% 07/20/2022 HAROT 2018 -4 A3 43815AAC6 332,043.40 AAA Aaa 11/20/18 11/28/18 331,993.76 3.16 466.34 332,015.90 338,129.72 DTD 11/28/2018 3.160% 01/15/2023 VALET 2018 -2 A3 92869BAD4 272,323.19 AAA Aaa 11/15/18 11/21/18 272,311.76 3.25 270.43 272,316.58 277,902.98 DTD 11/21/2018 3.250% 04/20/2023 GMCAR 2018 -3 A3 362553AD6 214,991.82 AAA NR 07/11/18 07/18/18 214,941.68 3.03 270.53 214,964.60 218,581.60 DTD 07/18/2018 3.020% 05/16/2023 CARMAX AUTO OWNER TRUST 14313FAD1 285,564.25 AAA NR 07/18/18 07/25/18 285,525.34 3.13 397.25 285,542.75 290,856.41 DTD 07/25/2018 3.130% 06/15/2023 CARMAX AUTO OWNER TRUST 14315EAC4 350,000.00 AAA NR 10/17/18 10/24/18 349,996.78 3.36 522.67 349,998.06 358,874.92 DTD 10/24/2018 3.360% 09/15/2023 GMCAR 2019 -1 A3 36256XAD4 234,100.45 NR Aaa 01/08/19 01/16/19 234,074.53 2.97 289.70 234,083.69 238,743.36 DTD 01/16/2019 2.970% 11/16/2023 COMET 2019 -A2 A2 14041NFUO 800,000.00 AAA NR 08/28/19 09/05/19 799,798.56 1.73 611.56 799,842.28 821,962.32 DTD 09/05/2019 1.720% 08/15/2024 Security Type Sub -Total 3,064,023.11 3,063,604.71 2.82 3,413.77 3,063,746.20 3,124,729.08 Managed Account Sub -Total 30,880,294.20 31,257,171.64 1.70 147,780.33 31,228,381.48 32,019,062.10 Money Market Mutual Fund CAMP Pool 204,871.58 AAAm NR 204,871.58 0.00 204,871.58 204,871.58 PFM Asset Management LLC Page 14 � r CALIJ — M =mmnnrl erd-niint Inotnil of Cne iiritinc 44niel For the Month Endin4 September 30, 2020 5 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description S &P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date /Coupon /Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Money Market Sub -Total 204,871.58 204,871.58 0.00 204,871.58 204,871.58 Securities Sub -Total $31,085,165.78 $31,462,043.22 1.70% $147,780.33 $31,433,253.06 $32,223,933.68 Accrued Interest $147,780.33 Total Investments $32,371,714.01 PFM Asset Management LLC Page 15 � r � CAE1J__F___ Mnnnnnrl Airemint emir Mmrlrot Vnimm IL Annhitiec For the Month Endin4 September 30, 2020 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market Market Unreal G/L Unreal G/L Effective YTM Dated Date /Coupon /Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration at Mkt US TREASURY NOTES 912828A83 10.000.00 MERRILL 100.56 10,056.25 (446.09) 29.92 0.25 0.12 DTD 12/31/2013 2.375% 12/31/2020 US TREASURY NOTES 912828N48 15.000.00 MORGANST 100.41 15,060.94 (208.00) 46.33 0.25 0.12 DTD 12/31/2015 1.750% 12/31/2020 US TREASURY N/B NOTES 912828R69 2,875,000.00 MORGANSS 103.92 2,987,754.05 135,327.29 127,844.28 2.61 0.15 DTD 05/31/2016 1.625% 05/31/2023 US TREASURY NOTES 912828T91 1,000,000.00 BNP_PARI 104.48 1,044,843.80 39,101.61 40,502.43 3.00 0.17 DTD 10/31/2016 1.625% 10/31/2023 US TREASURY NOTES 912828T91 1,650,000.00 MERRILL 104.48 1,723,992.27 84,884.85 81,743.16 3.00 0.17 DTD 10/31/2016 1.625% 10/31/2023 US TREASURY N/B NOTES 912828XX3 175,000.00 MORGANSS 106.72 186,757.81 8,216.80 8,904.98 3.62 0.20 DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B NOTES 912828XX3 325,000.00 HSBC 106.72 346,835.94 13,012.70 14,315.57 3.62 0.20 DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B NOTES 912828XX3 500,000.00 HSBC 106.72 533,593.75 9,238.28 12,466.11 3.62 0.20 DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B NOTES 912828XX3 2,700,000.00 HSBC 106.72 2,881,406.25 141,644.53 148,158.06 3.62 0.20 DTD 06/30/2017 2.000% 06/30/2024 US TREASURY N/B 912828YYO 500,000.00 WELLS _F 106.41 532,031.25 (2,382.81) (1,204.98) 4.10 0.23 DTD 12/31/2019 1.750% 12/31/2024 US TREASURY N/B 912828YYO 2,000,000.00 WELLS _F 106.41 2,128,125.00 (2,500.00) 4,433.72 4.10 0.23 DTD 12/31/2019 1.750% 12/31/2024 Security Type Sub -Total 11,750,000.00 12,390,457.31 425,889.16 437,239.58 3.33 0.19 INTERNATIONAL FINANCE CORPORATION 45950VLO7 50,000.00 HSBC 101.05 50,523.20 560.70 528.68 0.44 0.26 NOTE DTD 03/16/2018 2.635% 03/09/2021 INTERNATIONAL FINANCE CORPORATION 45950VLO7 50,000.00 HSBC 101.05 50,523.20 560.70 528.68 0.44 0.26 NOTE DTD 03/16/2018 2.635% 03/09/2021 PFM Asset Management LLC Page 16 � F- � CAE1J__F___ Mnnnnnrl Airemint emir Mmrlrot Vnimm IL Annhitiec For the Month Endin4 September 30, 2020 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market Market Unreal G/L Unreal G/L Effective YTM Dated Date /Coupon /Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration at Mkt INTERNATIONAL FINANCE CORPORATION 45950VLO7 300,000.00 HSBC 101.05 303,139.20 3,364.20 3,172.05 0.44 0.26 NOTE DTD 03/16/2018 2.635% 03/09/2021 Security Type Sub -Total 400,000.00 404,185.60 4,485.60 4,229.41 0.44 0.26 CT ST TXBL GO BONDS 20772KJW0 60,000.00 SIEBERT 103.74 62,244.00 2,244.00 2,244.00 3.62 0.98 DTD 06/11/2020 1.998% 07/01/2024 CHAFFEY UHSD, CA TXBL GO BONDS 157411TK5 100,000.00 RBC 105.23 105,231.00 5,231.00 5,231.00 3.70 0.72 DTD 12/05/2019 2.101% 08/01/2024 UNIV OF CAL TXBL REV BONDS 91412HGE7 85,000.00 JPM_CHA 04/15/25 100.41 85,351.90 351.90 351.90 4.53 0.79 DTD 07/16/2020 0.883% 05/15/2025 CT ST T/E GO BONDS 20772KKK4 75,000.00 MORGAN_ 104.81 78,608.25 (214.50) (6.60) 4.46 0.94 DTD 06/25/2020 2.000% 06/01/2025 FL ST BOARD OF ADMIN TXBL REV BONDS 341271AD6 65,000.00 MERRILL 101.52 65,986.05 526.50 530.44 4.63 0.93 DTD 09/16/2020 1.258% 07/01/2025 FL ST BOARD OF ADMIN TXBL REV BONDS 341271AD6 85,000.00 MERRILL 101.52 86,289.45 725.90 730.73 4.63 0.93 DTD 09/16/2020 1.258% 07/01/2025 FL ST BOARD OF ADMIN TXBL REV BONDS 341271AD6 160,000.00 MERRILL 101.52 162,427.20 2,427.20 2,427.20 4.63 0.93 DTD 09/16/2020 1.258% 07/01/2025 MN ST TXBL GO BONDS 60412AV19 100,000.00 MORGAN_ 100.45 100,448.00 448.00 448.00 4.77 0.54 DTD 08/25/2020 0.630% 08/01/2025 Security Type Sub -Total 730,000.00 746,585.85 11,740.00 11,956.67 4.40 0.84 FNA 2018 -M5 A2 3136B1XP4 17,267.19 3PM_CHAS 100.69 17,385.59 (225.06) 27.16 0.53 2.80 DTD 04/01/2018 3.560% 09/01/2021 FNA 2018 -M5 A2 3136B1XP4 17,267.19 3PM_CHAS 100.69 17,385.59 (225.06) 27.16 0.53 2.80 DTD 04/01/2018 3.560% 09/01/2021 FNA 2018 -M5 A2 3136B1XP4 86,335.94 3PM_CHAS 100.69 86,927.95 (1,125.29) 135.82 0.53 2.80 DTD 04/01/2018 3.560% 09/01/2021 PFM Asset Management LLC Page 17 � r � CAE1J__F___ Mnnnnnrl Airemint emir Mmrlrot Vnimm IL Annhitiec For the Month Endin4 September 30, 2020 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market Market Unreal G/L Unreal G/L Effective YTM Dated Date /Coupon /Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration at Mkt FHLMC SERIES K721 A2 3137BM6P6 35,000.00 CITIGRP 103.04 36,063.33 765.28 936.73 1.66 1.41 DTD 12/01/2015 3.090% 08/01/2022 FHLMC SERIES K721 A2 3137BM6P6 35,000.00 CITIGRP 103.04 36,063.33 765.28 936.73 1.66 1.41 DTD 12/01/2015 3.090% 08/01/2022 FHLMC SERIES K721 A2 3137BM6P6 160,000.00 CITIGRP 103.04 164,860.92 3,498.42 4,282.18 1.66 1.41 DTD 12/01/2015 3.090% 08/01/2022 FHMS KP05 A 3137FKK39 55,177.71 CSFB 103.58 57,150.86 1,973.32 1,973.25 1.69 1.87 DTD 12/01/2018 3.203% 07/01/2023 FHMS K327 Al 3137FO3V3 100,223.07 3PM_CHAS 103.22 103,446.35 3,225.69 3,225.25 2.36 1.21 DTD 11/01/2019 2.092% 07/01/2024 FHMS K043 A2 3137BGK24 250,000.00 CITIGRP 109.69 274,229.68 11,846.87 13,221.13 3.91 0.70 DTD 03/01/2015 3.062% 12/01/2024 Security Type Sub -Total 756,271.09 793,513.60 20,499.45 24,765.41 2.36 1.38 FREDDIE MAC NOTES 3137EAEV7 900,000.00 CITIGRP 100.07 900,602.10 1,520.10 1,485.82 2.89 0.23 DTD 08/21/2020 0.250% 08/24/2023 FREDDIE MAC NOTES 3137EAEW5 375,000.00 NOMURA 100.04 375,144.75 76.27 77.95 2.93 0.24 DTD 09/04/2020 0.250% 09/08/2023 FREDDIE MAC NOTES 3137EAEW5 525,000.00 WELLS_F 100.04 525,202.65 375.90 371.64 2.93 0.24 DTD 09/04/2020 0.250% 09/08/2023 FEDERAL HOME LOAN BANK NOTES 3130A)HU6 350,000.00 CITIGRP 100.46 351,597.75 3,333.75 3,173.86 4.48 0.40 DTD 04/16/2020 0.500% 04/14/2025 FANNIE MAE NOTES 3135G03U5 350,000.00 CITIGRP 101.02 353,579.80 4,300.80 4,237.55 4.49 0.40 DTD 04/24/2020 0.625% 04/22/2025 FREDDIE MAC NOTES 3137EAEU9 425,000.00 WELLS_F 99.75 423,922.20 1,038.70 957.47 4.77 0.43 DTD 07/23/2020 0.375% 07/21/2025 FANNIE MAE NOTES 3135G05X7 350,000.00 BARCLAY 99.74 349,095.25 733.25 701.82 4.86 0.43 DTD 08/27/2020 0.375% 08/25/2025 FEDERAL HOME LOAN BANK NOTES 3130AK5E2 150,000.00 WELLS_F 99.98 149,975.40 425.40 420.45 4.89 0.38 DTD 09/11/2020 0.375% 09/04/2025 FREDDIE MAC NOTES 3137EAEX3 700,000.00 CITIGRP 99.69 697,818.80 (74.20) (81.13) 4.94 0.44 DTD 09/25/2020 0.375% 09/23/2025 PFM Asset Management LLO Page 18 � r � CAE1J__F___ Mnnnnnrl Airemint 1;nir Mnrlrot- Vnlno IL Annhitiec CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market Market Unreal G/L Dated Date /Coupon /Maturity CUSIP Par Broker Date Price Value On Cost For the Month Ending September 30, 2020 Unreal G/L Effective YTM Amort Cost Duration at Mkt Security Type Sub -Total 4,125,000.00 4,126,938.70 11,729.97 11,345.43 3.95 0.34 Corporate WELLS FARGO & COMPANY NOTES 94974BGR5 50,000.00 UBS AG 100.38 50,187.50 (920.50) 142.43 0.19 0.53 DTD 12/07/2015 2.550% 12/07/2020 BRANCH BANKING & TRUST (CALLABLE) 05531FAZ6 25,000.00 MORGAN_S 01/01/21 100.50 25,125.20 136.70 126.38 0.25 0.65 NOTES DTD 10/26/2017 2.150% 02/01/2021 BRANCH BANKING & TRUST (CALLABLE) 05531FAZ6 25,000.00 MORGAN_S 01/01/21 100.50 25,125.20 136.70 126.38 0.25 0.65 NOTES DTD 10/26/2017 2.150% 02/01/2021 BRANCH BANKING & TRUST (CALLABLE) 05531FAZ6 75,000.00 MORGAN_S 01/01/21 100.50 75,375.60 410.10 379.15 0.25 0.65 NOTES DTD 10/26/2017 2.150% 02/01/2021 IBM CORP CORP NOTES 44932HAG8 300,000.00 BNP_PARI 100.82 302,457.60 2,604.60 2,474.65 0.35 0.29 DTD 02/06/2018 2.650% 02/05/2021 NATIONAL RURAL UTIL COOP NOTE 63743HER9 25,000.00 RBC 101.20 25,300.20 405.95 315.88 0.46 0.28 DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE 63743HER9 25,000.00 RBC 101.20 25,300.20 327.95 304.31 0.46 0.28 DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE 63743HER9 25,000.00 RBC 101.20 25,300.20 405.95 316.65 0.46 0.28 DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE 63743HER9 25,000.00 RBC 101.20 25,300.20 327.95 304.52 0.46 0.28 DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE 63743HER9 125,000.00 RBC 101.20 126,501.00 1,639.75 1,521.57 0.46 0.28 DTD 02/26/2018 2.900% 03/15/2021 NATIONAL RURAL UTIL COOP NOTE 63743HER9 175,000.00 RBC 101.20 177,101.40 2,841.65 2,216.52 0.46 0.28 DTD 02/26/2018 2.900% 03/15/2021 TOYOTA MOTOR CREDIT CORP NOTES 89236TEU5 50,000.00 JPM_CHAS 101.29 50,646.15 666.15 649.69 0.53 0.53 DTD 04/13/2018 2.950% 04/13/2021 PEPSICO INC CORP (CALLABLE) NOTE 713448DX3 40,000.00 MERRILL 03/15/21 100.85 40,339.40 347.40 340.62 0.45 0.43 DTD 10/10/2017 2.000% 04/15/2021 PEPSICO INC CORP (CALLABLE) NOTE 713448DX3 40,000.00 MERRILL 03/15/21 100.85 40,339.40 347.40 340.62 0.45 0.43 DTD 10/10/2017 2.000% 04/15/2021 PFM Asset Management LLC Page 19 � r � Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description 713448DX3 200,000.00 MERRILL Next Call Market Market Unreal G/L Dated Date /Coupon /Maturity Corporate CUSIP Par Broker Date Price Value On Cost BANK OF NEW YORK MELLON CORP 06406FAA1 50,000.00 KEYBAN 03/15/21 100.99 50,497.45 (651.55) (CALLABLE) 0.52 0.62 DTD 05/05/2016 2.250% 05/05/2021 442.52 0.62 0.29 DTD 02/19/2016 2.500% 04/15/2021 442.52 PACCAR FINANCIAL CORP 69371RP26 20,000.00 MERRILL 101.73 BANK OF NEW YORK MELLON CORP 06406FAA1 50,000.00 KEYBAN 03/15/21 100.99 50,497.45 (651.55) (CALLABLE) 69371RP26 20,000.00 MERRILL 101.73 20,345.86 DTD 05/10/2018 3.100% 05/10/2021 DTD 02/19/2016 2.500% 04/15/2021 BRANCH BANKING & TRUST (CALLABLE) 05531FAV5 BANK OF NEW YORK MELLON CORP 06406FAA1 100,000.00 KEYBAN 03/15/21 100.99 100,994.90 (1,331.10) (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 PEPSICO INC CORP (CALLABLE) NOTE 713448DX3 200,000.00 MERRILL 03/15/21 100.85 201,697.00 DTD 10/10/2017 2.000% 04/15/2021 0.45 0.66 389.79 0.45 0.66 AMERICAN EXPRESS CREDIT (CALLABLE) 0258MOEB1 200,000.00 KEYBAN 04/04/21 100.98 201,953.00 NOTES 0.51 0.61 1,315.07 0.52 0.62 DTD 05/05/2016 2.250% 05/05/2021 442.52 0.62 0.29 456.23 442.52 PACCAR FINANCIAL CORP 69371RP26 20,000.00 MERRILL 101.73 20,345.86 DTD 05/10/2018 3.100% 05/10/2021 PACCAR FINANCIAL CORP 69371RP26 20,000.00 MERRILL 101.73 20,345.86 DTD 05/10/2018 3.100% 05/10/2021 BRANCH BANKING & TRUST (CALLABLE) 05531FAV5 25,000.00 SCOTIA 04/09/21 100.87 25,217.18 NOTE DTD 05/10/2016 2.050% 05/10/2021 BRANCH BANKING & TRUST (CALLABLE) 05531FAV5 25,000.00 SCOTIA 04/09/21 100.87 25,217.17 NOTE DTD 05/10/2016 2.050% 05/10/2021 PACCAR FINANCIAL CORP 69371RP26 100,000.00 MERRILL 101.73 101,729.30 DTD 05/10/2018 3.100% 05/10/2021 BRANCH BANKING & TRUST (CALLABLE) 05531FAV5 150,000.00 SCOTIA 04/09/21 100.87 151,303.05 NOTE DTD 05/10/2016 2.050% 05/10/2021 HERSHEY COMPANY CORP NOTES 427866BA5 25,000.00 MERRILL 101.76 25,438.98 DTD 05/10/2018 3.100% 05/15/2021 HERSHEY COMPANY CORP NOTES 427866BA5 25,000.00 MERRILL 101.76 25,438.98 DTD 05/10/2018 3.100% 05/15/2021 1,737.00 2,417.00 For the Month Ending September 30, 2020 Unreal G/L Effective YTM Amort Cost Duration at Mkt 389.79 0.45 0.66 389.79 0.45 0.66 762.14 0.45 0.66 1,703.11 0.45 0.43 2,008.68 0.51 0.61 351.06 346.91 0.60 0.27 351.06 346.91 0.60 0.27 233.68 219.18 0.52 0.62 233.67 219.17 0.52 0.62 1,755.30 1,734.54 0.60 0.27 1,402.05 1,315.07 0.52 0.62 456.23 442.52 0.62 0.29 456.23 442.52 0.62 0.29 PFM Asset Management LLC Page 20 � r � CALIJ--F--- Mnnnnnrl Airemint 1;nir Mnrlrot- Vnlno IL Annhitirc CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market Market Dated Date /Coupon /Maturity CUSIP Par Broker Date Price Value HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 WALT DISNEY COMPANY /THE DTD 09/06/2019 1.750% 08/30/2024 For the Month Ending September 30, 2020 Unreal G/L Unreal G/L Effective YTM On Cost Amort Cost Duration at Mkt 427866BA5 125,000.00 MERRILL 101.76 127,194.87 2,281.12 2,212.57 0.62 0.29 857477AV5 25.000.00 GOLDMAN 100.99 25,246.75 341.25 258.69 0.63 0.39 857477AV5 25.000.00 GOLDMAN 100.99 25,246.75 341.25 258.69 0.63 0.39 857477AV5 75.000.00 GOLDMAN 100.99 75,740.25 1,023.75 776.06 0.63 0.39 808513AW5 35.000.00 CSFB 04/21/21 101.60 35,560.49 561.54 560.71 0.55 0.74 808513AW5 200,000.00 CSFB 04/21/21 101.60 203,202.80 3,208.80 3,204.07 0.55 0.74 24422ETL3 50.000.00 MITSU 102.86 51,429.55 1,650.05 1,487.50 1.25 0.38 24422ETL3 275,000.00 MITSU 102.86 282,862.53 9,075.28 8,181.24 1.25 0.38 46647PBB1 675,000.00 3PM_CHAS 04/01/22 103.90 701,356.05 26,356.05 26,356.05 1.46 1.61 14913R2D8 225,000.00 BARCLAY 100.56 226,254.38 1,380.38 1,370.59 2.75 0.45 89236THF5 200,000.00 3PM_CHA 100.07 200,144.60 298.60 291.85 2.85 0.47 693475AV7 400,000.00 CITIGRP 108.84 435,356.00 32,508.00 33,446.28 3.15 0.79 61746BDO6 400,000.00 WELLS FA 110.02 440,082.40 17,166.40 22,901.98 3.34 1.02 02665WCZ2 400,000.00 WELLS FA 105.62 422,488.40 24,472.40 23,985.45 3.58 0.87 38141EC23 400,000.00 SUSQ 109.71 438,839.20 20,207.20 24,783.48 3.53 1.21 254687FK7 400,000.00 3PM_CHAS 104.08 416,327.20 17,959.20 17,608.59 3.80 0.69 PFM Asset Management LLC Page 21 � F- � CAE1J__F___ Mnnnnnrl Airemint emir Mmrlrot Vnimm IL Annhitiec For the Month Endin4 September 30, 2020 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market Market Unreal G/L Unreal G/L Effective YTM Dated Date /Coupon /Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration at Mkt BANK OF NY MELLON CORP 06406RALl 200,000.00 MORGAN_S 105.87 211,748.00 10,868.00 10,993.57 3.89 0.63 DTD 10/24/2019 2.100% 10/24/2024 CITIGROUP INC CORP NOTES 172967JP7 225,000.00 MKTX 110.14 247,812.98 (1,925.77) (1,488.95) 4.25 1.03 DTD 04/27/2015 3.300% 04/27/2025 APPLE INC (CALLABLE) CORP NOTES 037833DT4 550,000.00 GOLDMAN 04/11/25 102.17 561,907.50 10,802.00 10,888.89 4.41 0.65 DTD 05/11/2020 1.125% 05/11/2025 AMAZON.COM INC CORPORATE NOTES 023135BO8 475,000.00 GOLDMAN 101.01 479,788.00 5,020.75 5,005.69 4.59 0.58 DTD 06/03/2020 0.800% 06/03/2025 BANK OF AMERICA CORP NOTES 06051GFS3 225,000.00 MERRILL 113.48 255,332.25 (1,586.25) (844.37) 4.46 1.01 DTD 07/30/2015 3.875% 08/01/2025 BRISTOL -MYERS SQUIBB CO CORPORATE 110122DC9 125,000.00 WELLS _F 05/15/25 114.71 143,387.75 552.75 563.32 4.29 0.79 NOTES DTD 07/15/2020 3.875% 08/15/2025 22549L6F7 250,000.00 CSFB 100.09 250,213.25 213.25 213.25 1.36 0.46 ABBOTT LABORATORIES CORPORATE 002824BM1 225,000.00 US_BANC 06/15/25 114.15 256,828.05 (1,017.45) (960.19) 4.37 0.95 NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 Security Type Sub -Total 7,930,000.00 8,279,212.18 197,982.13 211,721.46 2.51 0.75 SWEDBANK (NEW YORK) CERT DEPOS 87019U6D6 100,000.00 MERRILL 100.25 100,246.10 246.10 246.10 0.13 2.26 DTD 11/17/2017 2.270% 11/16/2020 SWEDBANK (NEW YORK) CERT DEPOS 87019U6D6 100,000.00 MERRILL 100.25 100,246.10 246.10 246.10 0.13 2.26 DTD 11/17/2017 2.270% 11/16/2020 SWEDBANK (NEW YORK) CERT DEPOS 87019U6D6 600,000.00 MERRILL 100.25 601,476.60 1,476.60 1,476.60 0.13 2.26 DTD 11/17/2017 2.270% 11/16/2020 ROYAL BANK OF CANADA NY CD 78012UEE1 50,000.00 RBC 102.13 51,063.95 1,063.95 1,063.95 0.68 0.14 DTD 06/08/2018 3.240% 06/07/2021 ROYAL BANK OF CANADA NY CD 78012UEE1 100,000.00 RBC 102.13 102,127.90 2,127.90 2,127.90 0.68 0.14 DTD 06/08/2018 3.240% 06/07/2021 ROYAL BANK OF CANADA NY CD 78012UEE1 525,000.00 RBC 102.13 536,171.48 11,171.48 11,171.48 0.68 0.14 DTD 06/08/2018 3.240% 06/07/2021 CREDIT SUISSE NEW YORK CERT DEPOS 22549L6F7 250,000.00 CSFB 100.09 250,213.25 213.25 213.25 1.36 0.46 DTD 08/07/2020 0.520% 02/01/2022 PFM Asset Management LLC Page 22 � F- � CAE1J__F___ Mnnnnnel Airnmint Emir MmAot Vnimm IL Annhitiec For the Month Endin4 September 30, 2020 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market Market Unreal G/L Unreal G/L Effective YTM Dated Date /Coupon /Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration at Mkt SKANDINAV ENSKILDA BANK LT CD 83050PDR7 400,000.00 BARCLAYS 102.97 411,894.40 11,894.40 11,894.40 1.89 0.29 DTD 09/03/2019 1.860% 08/26/2022 Security Type Sub -Total 2,125,000.00 2,153,439.78 28,439.78 28,439.78 0.78 1.00 BMWLT 2018 -1 A4 05586CAD6 300,000.00 SOCGEN 101.06 303,177.78 3,180.45 3,178.92 0.37 2.63 DTD 10/17/2018 3.360% 03/20/2022 GMALT 2018 -3 A4 36256GAE9 275,000.00 RBC 100.55 276,499.99 1,535.02 1,516.51 0.20 2.99 DTD 09/26/2018 3.300% 07/20/2022 HAROT 2018 -4 A3 43815AAC6 332,043.40 JPM_CHAS 101.83 338,129.72 6,135.96 6,113.82 0.66 2.34 DTD 11/28/2018 3.160% 01/15/2023 VALET 2018 -2 A3 92869BAD4 272,323.19 CITIGRP 102.05 277,902.98 5,591.22 5,586.40 0.67 2.42 DTD 11/21/2018 3.250% 04/20/2023 GMCAR 2018 -3 A3 362553AD6 214,991.82 JPM_CHAS 101.67 218,581.60 3,639.92 3,617.00 0.65 2.36 DTD 07/18/2018 3.020% 05/16/2023 CARMAX AUTO OWNER TRUST 14313FAD1 285,564.25 BARCLAYS 101.85 290,856.41 5,331.07 5,313.66 0.70 2.42 DTD 07/25/2018 3.130% 06/15/2023 CARMAX AUTO OWNER TRUST 14315EAC4 350,000.00 MERRILL 102.54 358,874.92 8,878.14 8,876.86 0.84 2.47 DTD 10/24/2018 3.360% 09/15/2023 GMCAR 2019 -1 A3 36256XAD4 234,100.45 RBC 101.98 238,743.36 4,668.83 4,659.67 0.74 2.31 DTD 01/16/2019 2.970% 11/16/2023 COMET 2019 -A2 A2 14041NFUO 800,000.00 RBC 102.75 821,962.32 22,163.76 22,120.04 1.85 1.00 DTD 09/05/2019 1.720% 08/15/2024 Security Type Sub -Total 3,064,023.11 3,124,729.08 61,124.37 60,982.88 0.93 2.10 Managed Account Sub -Total 30,880,294.20 32,019,062.10 761,890.46 790,680.62 2.76 0.64 CAMP Pool 204,871.58 1.00 204,871.58 0.00 0.00 0.00 Money Market Sub -Total 204,871.58 204,871.58 0.00 0.00 0.00 PFM Asset Management LLC Page 23 CALIJ— Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Securities Sub -Total $31,085,165.78 For the Month Ending September 30, 2020 $32,223,933.68 $761,890.46 $790,680.62 2.76 0.64% Accrued Interest $147,780.33 Total Investments $32,371,714.01 PFM Asset Management LLC Page 24 � F- � Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Principal Accrued Trade Settle Security Description CUSIP Par Proceeds Interest 08/28/20 09/01/20 CITIGROUP INC CORP NOTES 172967JP7 225,000.00 (249,738.75) (2,557.50) DTD 04/27/2015 3.300% 04/27/2025 09/02/20 09/04/20 FREDDIE MAC NOTES 3137EAEW5 375,000.00 (375,068.48) 0.00 DTD 09/04/2020 0.250% 09/08/2023 09/02/20 09/04/20 FREDDIE MAC NOTES 3137EAEW5 525,000.00 (524,826.75) 0.00 DTD 09/04/2020 0.250% 09/08/2023 09/03/20 09/16/20 FL ST BOARD OF ADMIN TXBL REV 341271AD6 85,000.00 (85,563.55) 0.00 BONDS DTD 09/16/2020 1.258% 07/01/2025 09/03/20 09/16/20 FL ST BOARD OF ADMIN TXBL REV 341271AD6 160,000.00 (160,000.00) 0.00 BONDS DTD 09/16/2020 1.258% 07/01/2025 09/03/20 09/16/20 FL ST BOARD OF ADMIN TXBL REV 341271AD6 65,000.00 (65,459.55) 0.00 BONDS DTD 09/16/2020 1.258% 07/01/2025 09/10/20 09/11/20 FEDERAL HOME LOAN BANK NOTES 3130AK5E2 150,000.00 (149,550.00) 0.00 DTD 09/11/2020 0.375% 09/04/2025 09/23/20 09/25/20 FREDDIE MAC NOTES 3137EAEX3 700,000.00 (697,893.00) 0.00 DTD 09/25/2020 0.375% 09/23/2025 09/24/20 09/28/20 ABBOTT LABORATORIES CORPORATE 002824BM1 225,000.00 (257,845.50) (314.84) NOTES(CAL DTD 03/22/2017 3.875% 09/15/2025 09/29/20 09/30/20 BRISTOL -MYERS SQUIBB CO 110122DC9 125,000.00 (142,835.00) (605.47) CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 Transaction Type Sub -Total For the Month Ending September 30, 2020 Total (252,296.25) (375,068.48) (524,826.75) (85,563.55) (160,000.00) (65,459.55) (149,550.00) (697,893.00) (258,160.34) (143,440.47) 2,635,000.00 (2,708,780.58) (3,477.81) (2,712,258.39) 09/01/20 09/25/20 FHMS KP05 A 3137FKK39 99,660.33 0.00 266.01 266.01 DTD 12/01/2018 3.203% 07/01/2023 09/01/20 09/25/20 FHMS K043 A2 3137BGK24 250.000.00 0.00 637.92 637.92 DTD 03/01/2015 3.062% 12/01/2024 09/01/20 09/25/20 FHMS KJ27 Al 3137FO3V3 100.396.96 0.00 175.02 175.02 DTD 11/01/2019 2.092% 07/01/2024 Realized GIL Realized GIL Sale Cost Amort Cost Method PFM Asset Management LLC Page 25 � F- � CALIJ--F--- M =n =nnel Annnimnt Cornrifti Tr =nc =rtinnc IL Tntnroct CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Principal Accrued Trade Settle Securitv Description CUSIP Par Proceeds Interest 09/01/20 09/25/20 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 09/01/20 09/25/20 FNA 2018 -M5 A2 592.26 DTD 04/01/2018 3.560% 09/01/2021 09/09/20 09/09/20 INTERNATIONAL FINANCE CORPORATION NOTE 370.55 DTD 03/16/2018 2.635% 03/09/2021 09/12/20 09/12/20 INTL BANK OF RECONSTRUCTION AND 45950VLO7 DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 09/14/20 09/14/20 WALT DISNEY COMPANY /THE 5,272.00 DTD 09/06/2019 1.750% 08/30/2024 09/14/20 09/14/20 WALT DISNEY COMPANY /THE DTD 09/06/2019 1.750% 08/30/2024 09/14/20 09/14/20 WALT DISNEY COMPANY /THE 2,538.25 DTD 09/06/2019 1.750% 08/30/2024 09/14/20 09/14/20 WALT DISNEY COMPANY /THE DTD 09/06/2019 1.750% 08/30/2024 09/15/20 09/15/20 HAROT 2018 -4 A3 (3,538.89) DTD 11/28/2018 3.160% 01/15/2023 09/15/20 09/15/20 COMET 2019 -A2 A2 DTD 09/05/2019 1.720% 08/15/2024 09/15/20 09/15/20 NATIONAL RURAL UTIL COOP NOTE (3,344.44) DTD 02/26/2018 2.900% 03/15/2021 09/15/20 09/15/20 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 09/15/20 09/15/20 CARMAX AUTO OWNER TRUST 3,500.00 DTD 07/25/2018 3.130% 06/15/2023 09/16/20 09/16/20 GMCAR 2019 -1 A3 DTD 01/16/2019 2.970% 11/16/2023 09/16/20 09/16/20 GMCAR 2018 -3 A3 3,383.33 DTD 07/18/2018 3.020% 05/16/2023 09/20/20 09/20/20 VALET 2018 -2 A3 DTD 11/21/2018 3.250% 04/20/2023 For the Month Ending September 30, 2020 Realized GIL Realized GIL Sale Total Cost Amort Cost Method 3137BM6P6 230,000.00 0.00 592.26 592.26 3136B1XP4 124,533.19 0.00 370.55 370.55 45950VLO7 0.00 0.00 5,272.00 5,272.00 45905UP32 0.00 0.00 2,538.25 2,538.25 254687FK7 0.00 0.00 (3,538.89) (3,538.89) 254687FK7 0.00 0.00 (3,344.44) (3,344.44) 254687FK7 0.00 0.00 3,500.00 3,500.00 254687FK7 0.00 0.00 3,383.33 3,383.33 43815AAC6 357,722.63 0.00 942.00 942.00 14041NFUO 800,000.00 0.00 1,146.67 1,146.67 63743HER9 400,000.00 0.00 5,800.00 5,800.00 14315EAC4 350,000.00 0.00 980.00 980.00 14313FAD1 304,909.44 0.00 795.31 795.31 36256XAD4 249,677.36 0.00 617.95 617.95 362551AD6 231,767.28 0.00 583.28 583.28 92869BAD4 294,219.36 0.00 796.84 796.84 PFM Asset Management LLC Page 26 � F- � CAE1J__F___ M =n =nnel Annnirnt Cornrifti Trnncnrtinnc IL Tntnroct CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Principal Accrued Trade Settle Securitv Description CUSIP Par Proceeds Interest 09/20/20 09/20/20 GMALT 2018 -3 A4 36256GAE9 275,000.00 0.00 756.25 DTD 09/26/2018 3.300% 07/20/2022 09/20/20 09/20/20 BMWLT 2018 -1 A4 05586CAD6 300,000.00 0.00 840.00 DTD 10/17/2018 3.360% 03/20/2022 Transaction Type Sub -Total 4,367,886.55 0.00 23,110.31 For the Month Ending September 30, 2020 Realized GIL Realized GIL Sale Total Cost Amort Cost Method 756.25 840.00 23,110.31 09/12/20 09/12/20 INTL BANK OF RECONSTRUCTION AND 45905UP32 150,000.00 150,000.00 0.00 150,000.00 360.00 0.00 DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 09/12/20 09/12/20 INTL BANK OF RECONSTRUCTION AND 45905UP32 125,000.00 125,000.00 0.00 125,000.00 300.00 0.00 DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 09/12/20 09/12/20 INTL BANK OF RECONSTRUCTION AND 45905UP32 50,000.00 50,000.00 0.00 50,000.00 120.00 0.00 DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 Transaction Type Sub -Total 325,000.00 325,000.00 0.00 325,000.00 780.00 0.00 09/01/20 09/25/20 FNA 2018 -M5 A2 3136B1XP4 523.27 523.27 0.00 523.27 (10.41) 0.00 DTD 04/01/2018 3.560% 09/01/2021 09/01/20 09/25/20 FHMS KP05 A 3137FKK39 44,482.62 44,482.62 0.00 44,482.62 0.13 0.00 DTD 12/01/2018 3.203% 07/01/2023 09/01/20 09/25/20 FHMS KJ27 Al 3137FO3V3 173.89 173.89 0.00 173.89 0.00 0.00 DTD 11/01/2019 2.092% 07/01/2024 09/01/20 09/25/20 FNA 2018 -M5 A2 3136B1XP4 523.27 523.27 0.00 523.27 (10.41) 0.00 DTD 04/01/2018 3.560% 09/01/2021 09/01/20 09/25/20 FNA 2018 -M5 A2 3136B1XP4 2,616.34 2,616.34 0.00 2,616.34 (52.04) 0.00 DTD 04/01/2018 3.560% 09/01/2021 09/15/20 09/15/20 HAROT 2018 -4 A3 43815AAC6 25,679.23 25,679.23 0.00 25,679.23 3.84 0.00 DTD 11/28/2018 3.160% 01/15/2023 09/15/20 09/15/20 CARMAX AUTO OWNER TRUST 14313FAD1 19,345.19 19,345.19 0.00 19,345.19 2.64 0.00 DTD 07/25/2018 3.130% 06/15/2023 PFM Asset Management LLC Page 27 � F- � CAE1J__F___ M =n =nnel Annnirnt Corirrifti Tr =nc =rtinnc IL Tntnroct For the Month Endin4 September 30, 2020 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Principal Accrued Realized GIL Realized GIL Sale Trade Settle Securitv Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 09/16/20 09/16/20 GMCAR 2018 -3 A3 36255JAD6 16,775.46 16,775.46 0.00 16,775.46 3.91 0.00 DTD 07/18/2018 3.020% 05/16/2023 09/16/20 09/16/20 GMCAR 2019 -1 A3 36256XAD4 15,576.91 15,576.91 0.00 15,576.91 1.72 0.00 DTD 01/16/2019 2.970% 11/16/2023 09/20/20 09/20/20 VALET 2018 -2 A3 92869BAD4 21,896.17 21,896.17 0.00 21,896.17 0.92 0.00 DTD 11/21/2018 3.250% 04/20/2023 Transaction Type Sub -Total 147,592.35 147,592.35 0.00 147,592.35 (59.70) 0.00 08/28/20 09/01/20 UNILEVER CAPITAL CORP NOTES 904764AZO 300,000.00 304,269.00 3,643.75 307,912.75 5,802.00 4,551.54 FIFO DTD 03/22/2018 2.750% 03/22/2021 09/02/20 09/04/20 US TREASURY N/B NOTES 912828R69 700,000.00 728,328.13 2,983.61 731,311.74 45,171.88 39,628.94 FIFO DTD 05/31/2016 1.625% 05/31/2023 09/02/20 09/04/20 US TREASURY N/B NOTES 912828R69 200,000.00 208,093.75 852.46 208,946.21 9,664.06 9,172.66 FIFO DTD 05/31/2016 1.625% 05/31/2023 09/23/20 09/25/20 US TREASURY N/B NOTES 912828XX3 350,000.00 373,707.03 1,654.89 375,361.92 16,625.00 17,976.34 FIFO DTD 06/30/2017 2.000% 06/30/2024 09/24/20 09/28/20 US TREASURY N/B NOTES 912828XX3 225,000.00 240,196.29 1,100.54 241,296.83 10,643.55 11,520.31 FIFO DTD 06/30/2017 2.000% 06/30/2024 09/29/20 09/30/20 US TREASURY N/B NOTES 912828XX3 125,000.00 133,510.74 625.00 134,135.74 5,981.44 6,471.51 FIFO DTD 06/30/2017 2.000% 06/30/2024 Transaction Type Sub -Total 1,900,000.00 1,988,104.94 10,860.25 1,998,965.19 93,887.93 89,321.30 Managed Account Sub -Total (248,083.29) 30,492.75 (217,590.54) 94,608.23 89,321.30 Total Security Transactions PFM Asset Management LLO ($248,083.29) $30,492.75 ($217,590.54) $94,608.23 $89,321.30 Page 28 � r CALIJ — Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Trade Settlement Date Date Transaction Description For the Month Ending September 30, 2020 Share or Dollar Amount Unit Price of Transaction Total Shares Owned Opening Balance 422,361.03 09/01/20 09/01/20 Purchase - Interest 904764AZO 1.00 3,643.75 426,004.78 09/01/20 09/01/20 Purchase - Principal 904764AZO 1.00 304,269.00 730,273.78 09/01/20 09/01/20 Redemption - Principal 172967JP7 1.00 (249,738.75) 480,535.03 09/01/20 09/01/20 Redemption - Interest 172967JP7 1.00 (2,557.50) 477,977.53 09/04/20 09/04/20 Purchase - Interest 912828R69 1.00 3,836.07 481,813.60 09/04/20 09/04/20 Purchase - Principal 912828R69 1.00 936,421.88 1,418,235.48 09/04/20 09/04/20 Redemption - Principal 3137EAEW5 1.00 (524,826.75) 893,408.73 09/04/20 09/04/20 Redemption - Principal 3137EAEW5 1.00 (375,068.48) 518,340.25 09/09/20 09/09/20 Purchase - Interest 45950VLQ7 1.00 5,272.00 523,612.25 09/11/20 09/11/20 Redemption - Principal 3130AK5E2 1.00 (149,550.00) 374,062.25 09/14/20 09/14/20 Purchase - Correction to Interest 254687FK7 from 2/28/2020 1.00 3,383.33 377,445.58 09/14/20 09/14/20 Purchase - Interest 45905UP32 1.00 2,538.25 379,983.83 09/14/20 09/14/20 Purchase - Correction to Interest 254687FK7 from 8/31/2020 1.00 3,500.00 383,483.83 09/14/20 09/14/20 Purchase - Principal 45905UP32 1.00 125,000.00 508,483.83 09/14/20 09/14/20 Purchase - Principal 45905UP32 1.00 50,000.00 558,483.83 09/14/20 09/14/20 Purchase - Principal 45905UP32 1.00 150,000.00 708,483.83 09/14/20 09/14/20 Redemption - Reversal of Interest 254687FK7 from 2/28/2020 1.00 (3,344.44) 705,139.39 09/14/20 09/14/20 Redemption - Reversal of Interest 254687FK7 from 8/31/2020 1.00 (3,538.89) 701,600.50 09/15/20 09/15/20 Purchase - Interest 63743HER9 1.00 5,800.00 707,400.50 09/15/20 09/15/20 Purchase - Interest 14041NFUO 1.00 1,146.67 708,547.17 09/15/20 09/15/20 Purchase - Interest 14313FAD1 1.00 795.31 709,342.48 PFM Asset Management LLC Page 29 � r J - Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Trade Settlement Date Date Transaction Description For the Month Ending September 30, 2020 Share or Dollar Amount Unit Price of Transaction Total Shares Owned 09/15/20 09/15/20 Purchase - Interest 14315EAC4 1.00 980.00 710,322.48 09/15/20 09/15/20 Purchase - Interest 43815AAC6 1.00 942.00 711,264.48 09/15/20 09/15/20 Purchase - Principal 14313FAD1 1.00 191345.19 730,609.67 09/15/20 09/15/20 Purchase - Principal 43815AAC6 1.00 251679.23 756,288.90 09/16/20 09/16/20 Purchase - Interest 362553AD6 1.00 583.28 756,872.18 09/16/20 09/16/20 Purchase - Interest 36256XAD4 1.00 617.95 757,490.13 09/16/20 09/16/20 Purchase - Principal 362553AD6 1.00 16,775.46 774,265.59 09/16/20 09/16/20 Purchase - Principal 36256XAD4 1.00 15,576.91 789,842.50 09/16/20 09/16/20 Redemption - Principal 341271AD6 1.00 (65,459.55) 724,382.95 09/16/20 09/16/20 Redemption - Principal 341271AD6 1.00 (85,563.55) 638,819.40 09/16/20 09/16/20 Redemption - Principal 341271AD6 1.00 (160,000.00) 478,819.40 09/21/20 09/21/20 Purchase - Interest 05586CAD6 1.00 840.00 479,659.40 09/21/20 09/21/20 Purchase - Interest 36256GAE9 1.00 756.25 480,415.65 09/21/20 09/21/20 Purchase - Interest 92869BAD4 1.00 796.84 481,212.49 09/21/20 09/21/20 Purchase - Principal 92869BAD4 1.00 21,896.17 503,108.66 09/25/20 09/25/20 Purchase - Interest 3137BGK24 1.00 637.92 503,746.58 09/25/20 09/25/20 Purchase - Interest 3137BM6P6 1.00 592.26 504,338.84 09/25/20 09/25/20 Purchase - Interest 3137FKK39 1.00 266.01 504,604.85 09/25/20 09/25/20 Purchase - Interest 3137FQ3V3 1.00 175.02 504,779.87 09/25/20 09/25/20 Purchase - Interest 3136B1XP4 1.00 370.55 505,150.42 09/25/20 09/25/20 Purchase - Interest 912828XX3 1.00 1,654.89 506,805.31 09/25/20 09/25/20 Purchase - Principal 912828XX3 1.00 373,707.03 880,512.34 PFM Asset Management LLC Page 30 � r J — Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Trade Settlement Date Date Transaction Description For the Month Ending September 30, 2020 Share or Dollar Amount Unit Price of Transaction Total Shares Owned 09/25/20 09/25/20 Purchase - Principal 3136B1XP4 1.00 523.27 881,035.61 09/25/20 09/25/20 Purchase - Principal 3136B1XP4 1.00 523.27 881,558.88 09/25/20 09/25/20 Purchase - Principal 3136B1XP4 1.00 2,616.34 884,175.22 09/25/20 09/25/20 Purchase - Principal 3137FKK39 1.00 44,482.62 928,657.84 09/25/20 09/25/20 Purchase - Principal 3137FQ3V3 1.00 173.89 928,831.73 09/25/20 09/25/20 Redemption - Principal 3137EAEX3 1.00 (697,893.00) 230,938.73 09/28/20 09/28/20 Purchase - Principal 912828XX3 1.00 240,196.29 471,135.02 09/28/20 09/28/20 Purchase - Interest 912828XX3 1.00 1,100.54 472,235.56 09/28/20 09/28/20 Redemption - Principal 0028246111 1.00 (257,845.50) 214,390.06 09/28/20 09/28/20 Redemption - Interest 002824BM1 1.00 (314.84) 214,075.22 09/30/20 09/30/20 Purchase - Interest 912828XX3 1.00 625.00 214,700.22 09/30/20 09/30/20 Purchase - Principal 912828XX3 1.00 133,510.74 348,210.96 09/30/20 09/30/20 Redemption - Interest 110122DC9 1.00 (605.47) 347,605.49 09/30/20 09/30/20 Redemption - Principal 110122DC9 1.00 (142,835.00) 204,770.49 09/30/20 10/01/20 Accrual Income Div Reinvestment - Distributions 1.00 101.09 204,871.58 PFM Asset Management LLC Page 31 CALIJ — Aeeniint Ctntmmnnt CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Trade Settlement Date Date Transaction Description Closing Balance Month of Fiscal YTD September January- September Opening Balance 422,361.03 109,033.70 Closing Balance Purchases 2,501,652.27 14,219,760.32 Average Monthly Balance Redemptions (Excl. Checks) (2,719,141.72) (14,123,922.44) Monthly Distribution Yield Check Disbursements 0.00 0.00 Closing Balance 204,871.58 204,871.58 Cash Dividends and Income 101.09 2,426.90 For the Month Ending September 30, 2020 Share or Dollar Amount Unit Price of Transaction 204,871.58 446,176.81 0.27% PFM Asset Management LLC Page 32 Total Shares Owned 204,871.58